Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

Bibtex

@inproceedings{a32d11cda20c4a1699d78acf20314ec3,
title = "Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes",
abstract = "This paper investigates the multiple windows of the mean squared error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum. The kernel is optimal for a certain locally stationary process where the covariance function is determined by two one-dimensional Gaussian functions. The multiple windows are obtained as the eigenvectors of the rotated time-lag estimation kernel. The spectrograms from the different windows are weighted with the eigenvalues and the resulting multiple window spectrogram is an estimate of the optimal smoothed Wigner-Ville spectrum.",
author = "Maria Sandsten and Patrik Wahlberg",
note = "The information about affiliations in this record was updated in December 2015. The record was previously connected to the following departments: Mathematical Statistics (011015003), Department of Electroscience (011041000)",
year = "2004",
language = "English",
isbn = "978-320000165-7",
pages = "1781--1784",
booktitle = "12th European Signal Processing Conference, EUSIPCO 2004",
publisher = "IEEE--Institute of Electrical and Electronics Engineers Inc.",

}